.TH SPPSV 1 "November 2006" " LAPACK driver routine (version 3.1) " " LAPACK driver routine (version 3.1) "
.SH NAME
SPPSV - the solution to a real system of linear equations A * X = B,
.SH SYNOPSIS
.TP 18
SUBROUTINE SPPSV(
UPLO, N, NRHS, AP, B, LDB, INFO )
.TP 18
.ti +4
CHARACTER
UPLO
.TP 18
.ti +4
INTEGER
INFO, LDB, N, NRHS
.TP 18
.ti +4
REAL
AP( * ), B( LDB, * )
.SH PURPOSE
SPPSV computes the solution to a real system of linear equations
A * X = B,
where A is an N-by-N symmetric positive definite matrix stored in
packed format and X and B are N-by-NRHS matrices.
.br
The Cholesky decomposition is used to factor A as
.br
A = U**T* U, if UPLO = \(aqU\(aq, or
.br
A = L * L**T, if UPLO = \(aqL\(aq,
.br
where U is an upper triangular matrix and L is a lower triangular
matrix. The factored form of A is then used to solve the system of
equations A * X = B.
.br
.SH ARGUMENTS
.TP 8
UPLO (input) CHARACTER*1
= \(aqU\(aq: Upper triangle of A is stored;
.br
= \(aqL\(aq: Lower triangle of A is stored.
.TP 8
N (input) INTEGER
The number of linear equations, i.e., the order of the
matrix A. N >= 0.
.TP 8
NRHS (input) INTEGER
The number of right hand sides, i.e., the number of columns
of the matrix B. NRHS >= 0.
.TP 8
AP (input/output) REAL array, dimension (N*(N+1)/2)
On entry, the upper or lower triangle of the symmetric matrix
A, packed columnwise in a linear array. The j-th column of A
is stored in the array AP as follows:
if UPLO = \(aqU\(aq, AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
if UPLO = \(aqL\(aq, AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n.
See below for further details.
On exit, if INFO = 0, the factor U or L from the Cholesky
factorization A = U**T*U or A = L*L**T, in the same storage
format as A.
.TP 8
B (input/output) REAL array, dimension (LDB,NRHS)
On entry, the N-by-NRHS right hand side matrix B.
On exit, if INFO = 0, the N-by-NRHS solution matrix X.
.TP 8
LDB (input) INTEGER
The leading dimension of the array B. LDB >= max(1,N).
.TP 8
INFO (output) INTEGER
= 0: successful exit
.br
< 0: if INFO = -i, the i-th argument had an illegal value
.br
> 0: if INFO = i, the leading minor of order i of A is not
positive definite, so the factorization could not be
completed, and the solution has not been computed.
.SH FURTHER DETAILS
The packed storage scheme is illustrated by the following example
when N = 4, UPLO = \(aqU\(aq:
.br
Two-dimensional storage of the symmetric matrix A:
.br
a11 a12 a13 a14
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a22 a23 a24
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a33 a34 (aij = conjg(aji))
.br
a44
.br
Packed storage of the upper triangle of A:
.br
AP = [ a11, a12, a22, a13, a23, a33, a14, a24, a34, a44 ]